+2,498.9%
MAR vs STRL
+48,549.0%
-46,050.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | -0.4% |
| 7D | -4.2% | +3.4% | -7.5% | -4.5% |
| 30D | -6.7% | -9.2% | +2.6% | -5.9% |
| 3M | -12.5% | -51.0% | +38.6% | -7.2% |
| 6M | +0.6% | +15.8% | -15.2% | -3.6% |
| YTD | +9.1% | +58.9% | -49.8% | +1.0% |
| 1Y | +26.2% | +68.5% | -42.3% | +15.3% |
| 3Y | +68.2% | +485.2% | -417.1% | +32.9% |
| 5Y | +163.9% | +2,005.1% | -1,841.2% | +83.5% |
| 10Y | +420.6% | +7,118.0% | -6,697.4% | +220.0% |
| All | +2,498.9% | +48,549.0% | -46,050.1% | +1,577.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling